estim_private

estim_private

Functions

double dwstat ()
double rhohat ()
int check_for_effective_const ()
void maybe_shift_ldepvar ()
MODEL ivreg_via_gmm ()
int get_x12a_maxpd ()

Description

Functions

dwstat ()

double
dwstat (int order,
        MODEL *pmod,
        const DATASET *dset);

Computes the Durbin-Watson statistic for pmod .

Parameters

order

order of autoregression (usually 1).

 

pmod

pointer to model.

 

dset

pointer to dataset.

 

Returns

the D-W value, or NADBL on error.


rhohat ()

double
rhohat (int order,
        int t1,
        int t2,
        const double *uhat);

Computes the first order serial correlation coefficient for uhat , over the range t1 to t2 .

Parameters

order

order of autoregression, usually 1.

 

t1

start of sample range.

 

t2

end of sample range.

 

uhat

array of regression residuals.

 

Returns

the \hat{rho} value, or NADBL on error.


check_for_effective_const ()

int
check_for_effective_const (MODEL *pmod,
                           const DATASET *dset);

maybe_shift_ldepvar ()

void
maybe_shift_ldepvar (MODEL *pmod,
                     DATASET *dset);

ivreg_via_gmm ()

MODEL
ivreg_via_gmm (const int *list,
               DATASET *dset,
               gretlopt opt);

get_x12a_maxpd ()

int
get_x12a_maxpd (void);

Types and Values